Despite the fact that the WiFi Hotspot capability of Windows Phone has been introduced with the “Mango” refresh, the Nokia Lumia 800 and the Lumia 710 don’t currently support this feature. However, the entry level Nokia 610, introduced at MWC where we inspected the hardware, is advertised to support this functionality.

If you follow the source link below to the official Lumia 610 page on the Nokia site you’ll see that it says: “use as a WiFi Hotspot for up to 5 WiFi-enabled devices”. It may seem strange that the 800 and 710 don’t support this feature (and the entry-level 610 does) but it could have something to do with Radios — which we hope Nokia manages to fix pretty soon, maybe with the next Windows Phone update or as part of a separate firmware refresh.